Changing the color of an object (UV sphere)
It's okay if you don't set the world material to emission.
In world panel, you can select background option instead of emission and you can increase the strength of the background to make it brighter and brighter. You can also set any colour you want to the "world background"

To make the sun, you can make a emissive uv sphere, by the way i would recommend to make the sun circular instead of spherical (because the sun is very far from the earth so we see the orthgraphic image of spherical sun which is circular). 

So to make the sun you can add a circle and fill it to get a solid face. Now set an emission material to your sun.

In eevee mesh lighting don't work so you will have to place the sun lamp or point lamp or plane lamp to simulate the lighting.
You can turn on bloom, screenspace reflections, and depth of field if you want.

Links:
https://youtu.be/hnLsktA4gmY

https://youtu.be/FsETUAsiI7c